Den Dolech 2
Eindhoven, 5600 MB
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
in Total Papers Downloads
American option, stochastic volatility, free boundary
American option pricing, free boundary, Moving Boundary method, approximate boundaries
Finance, American options, Delaying exercise, Exercise policy, Suboptimal exercise policy, Free boundary problem
Freight options, Ocean freight, Commodity procurement, Value creation, OM-Finance Interface, Newsvendor model
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